This study investigated the roles of coping and masculinity in higher rates of depressive symptoms among adolescent girls, as compared to boys. A model was designed and tested through path analysis, which involved the variables of sex, gender, problem-focused coping, rumination, and distraction. The Reynolds Adolescent Depression Scale and the Bem Sex Role Inventory, as well as a measure of coping with general stressors was completed by 246 adolescents. Results showed that adolescent girls were more depressed than boys, and that girls used more emotion-focused and ruminative coping than did boys. Greater degrees of ruminative coping were related to high levels of depressive symptoms. Problem-focused and distractive coping were positively correlated with masculinity and negatively associated with depression. Surprisingly, girls were more likely to use problem-focused coping. Problem-focused and distractive coping were found to mediate the negative relationship between masculinity and depression. (Contains 2 figures.)